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Fabian N. Harang
Title
Cited by
Cited by
Year
regularization of ODEs perturbed by noise
FA Harang, N Perkowski
Stochastics and Dynamics 21 (08), 2140010, 2021
622021
Distribution dependent SDEs driven by additive fractional Brownian motion
L Galeati, FA Harang, A Mayorcas
Probability Theory and Related Fields 185 (1), 251-309, 2023
362023
Regularity of local times associated with Volterra–Lévy processes and path-wise regularization of stochastic differential equations
FA Harang, C Ling
Journal of Theoretical Probability 35 (3), 1706-1735, 2022
252022
Regularization of multiplicative SDEs through additive noise
L Galeati, FA Harang
The Annals of Applied Probability 32 (5), 3930-3963, 2022
202022
Distribution dependent SDEs driven by additive continuous noise
L Galeati, FA Harang, A Mayorcas
Electronic Journal of Probability 27, 1-38, 2022
192022
Volterra equations driven by rough signals
FA Harang, S Tindel
Stochastic Processes and their Applications 142, 34-78, 2021
172021
Log-modulated rough stochastic volatility models
C Bayer, FA Harang, P Pigato
SIAM Journal on Financial Mathematics 12 (3), 1257-1284, 2021
172021
A Bismut-Elworthy-Li formula for singular SDE's driven by a fractional Brownian motion and applications to rough volatility modeling
O Amine, E Coffie, F Harang, F Proske
arXiv preprint arXiv:1805.11435, 2018
152018
Pathwise regularisation of singular interacting particle systems and their mean field limits
FA Harang, A Mayorcas
Stochastic Processes and their Applications 159, 499-540, 2023
142023
Non-linear young equations in the plane and pathwise regularization by noise for the stochastic wave equation
F Bechtold, FA Harang, N Rana
Stochastics and Partial Differential Equations: Analysis and Computations 12 …, 2024
132024
Pathwise regularization of the stochastic heat equation with multiplicative noise through irregular perturbation
R Catellier, FA Harang
Annales de l'Institut Henri Poincare (B) Probabilites et statistiques 59 (3 …, 2023
112023
An extension of the sewing lemma to hyper-cubes and hyperbolic equations driven by multi-parameter Young fields
FA Harang
Stochastics and Partial Differential Equations: Analysis and Computations 9 …, 2021
112021
Volterra equations driven by rough signals 2: Higher-order expansions
FA Harang, S Tindel, X Wang
Stochastics and Dynamics 23 (01), 2350002, 2023
82023
Infinite dimensional pathwise Volterra processes driven by Gaussian noise–Probabilistic properties and applications–
FE Benth, FA Harang
Electronic Journal of Probability 26, 1-42, 2021
82021
On the signature of an image
J Diehl, K Ebrahimi-Fard, F Harang, S Tindel
arXiv preprint arXiv:2403.00130, 2024
62024
Girsanov theorem for multifractional Brownian processes
F Harang, T Nilssen, F Proske
arXiv preprint arXiv:1706.07387, 2017
62017
Girsanov theorem for multifractional Brownian processes
FA Harang, TK Nilssen, FN Proske
Stochastics 94 (8), 1137-1165, 2022
42022
Dynamic spending and portfolio decisions with a soft social norm
KA Mork, FA Harang, HA Trønnes, VS Bjerketvedt
Journal of Economic Dynamics and Control 151, 104667, 2023
32023
On the Theory of Rough Paths, Fractional and Multifractional Brownian motion-with applications to finance
FA Harang
32015
A multiparameter Stochastic Sewing lemma and the regularity of local times associated to Gaussian sheets
F Bechtold, FA Harang, H Kern
arXiv preprint arXiv:2307.11527, 2023
22023
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Articles 1–20